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authorGeorgey2017-07-05 11:40:43 +0530
committerGeorgey2017-07-05 11:40:43 +0530
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+// Copyright (C) 2003, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+
+#ifndef OsiPresolve_H
+#define OsiPresolve_H
+#include "OsiSolverInterface.hpp"
+
+class CoinPresolveAction;
+#include "CoinPresolveMatrix.hpp"
+
+
+/*! \class OsiPresolve
+ \brief OSI interface to COIN problem simplification capabilities
+
+ COIN provides a number of classes which implement problem simplification
+ algorithms (CoinPresolveAction, CoinPrePostsolveMatrix, and derived
+ classes). The model of operation is as follows:
+ <ul>
+ <li>
+ Create a copy of the original problem.
+ </li>
+ <li>
+ Subject the copy to a series of transformations (the <i>presolve</i>
+ methods) to produce a presolved model. Each transformation is also
+ expected to provide a method to reverse the transformation (the
+ <i>postsolve</i> method). The postsolve methods are collected in a
+ linked list; the postsolve method for the final presolve transformation
+ is at the head of the list.
+ </li>
+ <li>
+ Hand the presolved problem to the solver for optimization.
+ </li>
+ <li>
+ Apply the collected postsolve methods to the presolved problem
+ and solution, restating the solution in terms of the original problem.
+ </li>
+ </ul>
+
+ The COIN presolve algorithms are unaware of OSI. The OsiPresolve class takes
+ care of the interface. Given an OsiSolverInterface \c origModel, it will take
+ care of creating a clone properly loaded with the presolved problem and ready
+ for optimization. After optimization, it will apply postsolve
+ transformations and load the result back into \c origModel.
+
+ Assuming a problem has been loaded into an
+ \c OsiSolverInterface \c origModel, a bare-bones application looks like this:
+ \code
+ OsiPresolve pinfo ;
+ OsiSolverInterface *presolvedModel ;
+ // Return an OsiSolverInterface loaded with the presolved problem.
+ presolvedModel = pinfo.presolvedModel(*origModel,1.0e-8,false,numberPasses) ;
+ presolvedModel->initialSolve() ;
+ // Restate the solution and load it back into origModel.
+ pinfo.postsolve(true) ;
+ delete presolvedModel ;
+ \endcode
+*/
+
+
+
+class OsiPresolve {
+public:
+ /// Default constructor (empty object)
+ OsiPresolve();
+
+ /// Virtual destructor
+ virtual ~OsiPresolve();
+
+ /*! \brief Create a new OsiSolverInterface loaded with the presolved problem.
+
+ This method implements the first two steps described in the class
+ documentation. It clones \c origModel and applies presolve
+ transformations, storing the resulting list of postsolve
+ transformations. It returns a pointer to a new OsiSolverInterface loaded
+ with the presolved problem, or NULL if the problem is infeasible or
+ unbounded. If \c keepIntegers is true then bounds may be tightened in
+ the original. Bounds will be moved by up to \c feasibilityTolerance to
+ try and stay feasible. When \c doStatus is true, the current solution will
+ be transformed to match the presolved model.
+
+ This should be paired with postsolve(). It is up to the client to
+ destroy the returned OsiSolverInterface, <i>after</i> calling postsolve().
+
+ This method is virtual. Override this method if you need to customize
+ the steps of creating a model to apply presolve transformations.
+
+ In some sense, a wrapper for presolve(CoinPresolveMatrix*).
+ */
+ virtual OsiSolverInterface *presolvedModel(OsiSolverInterface & origModel,
+ double feasibilityTolerance=0.0,
+ bool keepIntegers=true,
+ int numberPasses=5,
+ const char * prohibited=NULL,
+ bool doStatus=true,
+ const char * rowProhibited=NULL);
+
+ /*! \brief Restate the solution to the presolved problem in terms of the
+ original problem and load it into the original model.
+
+ postsolve() restates the solution in terms of the original problem and
+ updates the original OsiSolverInterface supplied to presolvedModel(). If
+ the problem has not been solved to optimality, there are no guarantees.
+ If you are using an algorithm like simplex that has a concept of a basic
+ solution, then set updateStatus
+
+ The advantage of going back to the original problem is that it
+ will be exactly as it was, <i>i.e.</i>, 0.0 will not become 1.0e-19.
+
+ Note that if you modified the original problem after presolving, then you
+ must ``undo'' these modifications before calling postsolve().
+
+ In some sense, a wrapper for postsolve(CoinPostsolveMatrix&).
+ */
+ virtual void postsolve(bool updateStatus=true);
+
+ /*! \brief Return a pointer to the presolved model. */
+ OsiSolverInterface * model() const;
+
+ /// Return a pointer to the original model
+ OsiSolverInterface * originalModel() const;
+
+ /// Set the pointer to the original model
+ void setOriginalModel(OsiSolverInterface *model);
+
+ /// Return a pointer to the original columns
+ const int * originalColumns() const;
+
+ /// Return a pointer to the original rows
+ const int * originalRows() const;
+
+ /// Return number of rows in original model
+ inline int getNumRows() const
+ { return nrows_;}
+
+ /// Return number of columns in original model
+ inline int getNumCols() const
+ { return ncols_;}
+
+ /** "Magic" number. If this is non-zero then any elements with this value
+ may change and so presolve is very limited in what can be done
+ to the row and column. This is for non-linear problems.
+ */
+ inline void setNonLinearValue(double value)
+ { nonLinearValue_ = value;}
+ inline double nonLinearValue() const
+ { return nonLinearValue_;}
+ /*! \brief Fine control over presolve actions
+
+ Set/clear the following bits to allow or suppress actions:
+ - 0x01 allow duplicate column processing on integer columns
+ and dual stuff on integers
+ - 0x02 switch off actions which can change +1 to something else
+ (doubleton, tripleton, implied free)
+ - 0x04 allow transfer of costs from singletons and between integer
+ variables (when advantageous)
+ - 0x08 do not allow x+y+z=1 transform
+ - 0x10 allow actions that don't easily unroll
+ - 0x20 allow dubious gub element reduction
+
+ GUB element reduction is only partially implemented in CoinPresolve (see
+ gubrow_action) and willl cause an abort at postsolve. It's not clear
+ what's meant by `dual stuff on integers'.
+ -- lh, 110605 --
+ */
+ inline void setPresolveActions(int action)
+ { presolveActions_ = (presolveActions_&0xffff0000)|(action&0xffff);}
+
+private:
+ /*! Original model (solver interface loaded with the original problem).
+
+ Must not be destroyed until after postsolve().
+ */
+ OsiSolverInterface * originalModel_;
+
+ /*! Presolved model (solver interface loaded with the presolved problem)
+
+ Must be destroyed by the client (using delete) after postsolve().
+ */
+ OsiSolverInterface * presolvedModel_;
+
+ /*! "Magic" number. If this is non-zero then any elements with this value
+ may change and so presolve is very limited in what can be done
+ to the row and column. This is for non-linear problems.
+ One could also allow for cases where sign of coefficient is known.
+ */
+ double nonLinearValue_;
+
+ /// Original column numbers
+ int * originalColumn_;
+
+ /// Original row numbers
+ int * originalRow_;
+
+ /// The list of transformations applied.
+ const CoinPresolveAction *paction_;
+
+ /*! \brief Number of columns in original model.
+
+ The problem will expand back to its former size as postsolve
+ transformations are applied. It is efficient to allocate data structures
+ for the final size of the problem rather than expand them as needed.
+ */
+ int ncols_;
+
+ /*! \brief Number of rows in original model. */
+ int nrows_;
+
+ /*! \brief Number of nonzero matrix coefficients in the original model. */
+ CoinBigIndex nelems_;
+
+ /** Whether we want to skip dual part of presolve etc.
+ 1 bit allows duplicate column processing on integer columns
+ and dual stuff on integers
+ 4 transfers costs to integer variables
+ */
+ int presolveActions_;
+ /// Number of major passes
+ int numberPasses_;
+
+protected:
+ /*! \brief Apply presolve transformations to the problem.
+
+ Handles the core activity of applying presolve transformations.
+
+ If you want to apply the individual presolve routines differently, or
+ perhaps add your own to the mix, define a derived class and override
+ this method
+ */
+ virtual const CoinPresolveAction *presolve(CoinPresolveMatrix *prob);
+
+ /*! \brief Reverse presolve transformations to recover the solution
+ to the original problem.
+
+ Handles the core activity of applying postsolve transformations.
+
+ Postsolving is pretty generic; just apply the transformations in reverse
+ order. You will probably only be interested in overriding this method if
+ you want to add code to test for consistency while debugging new presolve
+ techniques.
+ */
+ virtual void postsolve(CoinPostsolveMatrix &prob);
+
+ /*! \brief Destroys queued postsolve actions.
+
+ <i>E.g.</i>, when presolve() determines the problem is infeasible, so that
+ it will not be necessary to actually solve the presolved problem and
+ convert the result back to the original problem.
+ */
+ void gutsOfDestroy();
+};
+#endif